Answer

Not a Pythagorean Triple.

Work Step by Step

The Pythagorean Theorem states that for a right triangle, $a^{2} +b^{2} = c^{2}$. In order to figure out if these sides can be a Pythagorean Triple, we plug them into the Pythagorean Theorem:
$40^{2} + 41^{2} = 58^{2} \\\\ 3281=3364$
This is not true, so it is not a Pythagorean Triple.